+32.3%
ATI vs NTR
+6.5%
+25.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.0% |
| 7D | +3.2% | +3.8% | -0.7% | +4.6% |
| 30D | -9.0% | +25.2% | -34.2% | -1.7% |
| 3M | +15.1% | +21.0% | -5.9% | +23.1% |
| All | +32.3% | +6.5% | +25.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling